1. Introduction and Preview
2. Entropy, Relative Entropy, and Mutual Information
3. Asymptotic Equipartition Property
4. Entropy Rates of a Stochastic Process
5. Data Compression
6. Gambling and Data Compression
7. Channel Capacity
8. Differential Entropy
9. Gaussian Channel
10. Rate Distortion Theory
11. Information Theory and Statistics
12. Maximum Entropy
13. Universal Source Coding
14. Kolmogorov Complexity
15. Network Information Theory
16. Information Theory and Portfolio Theory
17. Inequalities in Information Theory
1. Introduction and Preview
2. Entropy, Relative Entropy and Mutual Information
3. The Asymptotic Equipartition Property
4. Entropy Rates of a Stochastic Process
5. Data Compression
6. Gambling and Data Compression
7. Kolmogorov Complexity
8. Channel Capacity
9. Differential Entropy
10. The Gaussian Channel
11. Maximum Entropy and Spectral Estimation
12. Information Theory and Statistics
13. Rate Distortion Theory
14. Network Information Theory
15. Information Theory and the Stock Market
16. Inequalities in Information Theory
1 Introduction and preview
2 Entropy, relative entropy and mutual information
3 The asymptotic equipartition property
4 Entropy rates of a stochastic process
5 Data compression
6 Gambling and data compression
7 Kolmogorov complexity
8 Channel capacity
9 Differential entropy
10 The gaussian channel
11 Maximum entropy and spectral estimation
12 Information theory and statistics
13 Rate distortion theory
14 Network information theory
15 Information theory and the stock market
16 Inequalities in information theory
Bibliography
List of symbols
Index